-29.6%
AFRM vs WST
+39.6%
-69.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -10.3% | +1.1% | -11.3% | -10.7% |
| 30D | -13.7% | +12.4% | -26.1% | -18.9% |
| 3M | -11.6% | +17.6% | -29.1% | -19.1% |
| 6M | +2.1% | +28.3% | -26.2% | -11.1% |
| YTD | -8.9% | +50.5% | -59.4% | -28.7% |
| 1Y | -9.7% | +49.4% | -59.1% | -29.2% |
| 3Y | +202.5% | +21.9% | +180.6% | +114.7% |
| 5Y | -55.3% | +0.4% | -55.7% | -60.1% |
| All | -29.6% | +39.6% | -69.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling